主讲人：郑越洋 准聘副教授（华东师范大学）
主持人：杜洁 青年研究员
时 间：2026年11月4日 14:40-15:20
地 点：数学楼102报告厅
报告内容介绍：
In this paper we study the stochastic control problem of apartially observed (multidi-mensional) stochastic systemdriven by both Brownian motions and fractional Brownianmotions. In the absence of the powerful tool of Girsanovtransformation, we introduce and study new stochasticprocesses which are used to transform the original problem toa "classical one". The adjoint backward stochastic differentialequations and the necessary condition satisfied by the optimalcontrol (maximum principle) are obtained.
主讲人介绍：